+71.1%
NEM vs WST
+33.7%
+37.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +3.1% | -1.7% | +4.7% | +3.5% |
| 30D | +10.0% | -4.3% | +14.3% | +11.1% |
| 3M | +30.9% | +0.7% | +30.1% | +30.7% |
| 6M | +10.5% | +36.0% | -25.5% | +2.7% |
| YTD | +29.7% | +22.7% | +7.0% | +22.2% |
| 1Y | +71.1% | +34.1% | +37.0% | +60.3% |
| All | +71.1% | +33.7% | +37.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling